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8.7: Constant Coefficient Equations with Impulses

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So far in this chapter, we’ve considered initial value problems for the constant coefficient equation

ay+by+cy=f(t),

where f is continuous or piecewise continuous on [0,). In this section we consider initial value problems where f represents a force that’s very large for a short time and zero otherwise. We say that such forces are impulsive. Impulsive forces occur, for example, when two objects collide. Since it isn’t feasible to represent such forces as continuous or piecewise continuous functions, we must construct a different mathematical model to deal with them.

If f is an integrable function and f(t)=0 for t outside of the interval [t0,t0+h], then t0+ht0f(t)dt is called the total impulse of f. We’re interested in the idealized situation where h is so small that the total impulse can be assumed to be applied instantaneously at t=t0. We say in this case that f is an impulse function. In particular, we denote by δ(tt0) the impulse function with total impulse equal to one, applied at t=t0. (The impulse function δ(t) obtained by setting t0=0 is the Dirac δ function.) It must be understood, however, that δ(tt0) isn’t a function in the standard sense, since our “definition” implies that δ(tt0)=0 if tt0, while

t0t0δ(tt0)dt=1.

From calculus we know that no function can have these properties; nevertheless, there’s a branch of mathematics known as the theory of distributions where the definition can be made rigorous. Since the theory of distributions is beyond the scope of this book, we’ll take an intuitive approach to impulse functions.

Our first task is to define what we mean by the solution of the initial value problem

ay+by+cy=δ(tt0),y(0)=0,y(0)=0,

where t0 is a fixed nonnegative number. The next theorem will motivate our definition.

Theorem 8.7.1

Suppose t00. For each positive number h, let yh be the solution of the initial value problem

ayh+byh+cyh=fh(t),yh(0)=0,yh(0)=0,

where

fh(t)={0,0t<t0,1/h,t0t<t0+h,0,tt0+h,

so fh has unit total impulse equal to the area of the shaded rectangle in Figure 8.7.1 . Then

lim

where

w={\cal L}^{-1}\left(1\over as^2+bs+c\right).\nonumber

fig080701.svg
Figure 8.7.1 : y=f_{h}(t)
Proof

Taking Laplace transforms in Equation \ref{eq:8.7.1} yields

(as^2+bs+c)Y_h(s)=F_h(s),\nonumber

so

Y_h(s)={F_h(s)\over as^2+bs+c}.\nonumber

The convolution theorem implies that

y_h(t)=\int_0^t w(t-\tau)f_h(\tau)\,d\tau.\nonumber

Therefore, Equation \ref{eq:8.7.2} implies that

\label{eq:8.7.4} y_{h}(t)=\left\{\begin{array}{cl}{0,}&{0\leq t< t_{0},}\\[4pt]{\frac{1}{h}\int_{t_{0}}^{t}w(t-\tau )d\tau , }&{t_{0}\leq t\leq t_{0} +h,}\\[4pt]{\frac{1}{h}\int_{t_{0}}^{t_{0}+h}w(t-\tau )d\tau , }&{t> t_{0}+h.} \end{array} \right.

Since y_h(t)=0 for all h if 0\le t\le t_0, it follows that

\label{eq:8.7.5} \lim_{h\to0+}y_h(t)=0\quad \text{if} \quad 0\le t\le t_0.

We’ll now show that

\label{eq:8.7.6} \lim_{h\to0+}y_h(t)=w(t-t_0)\quad \text{if} \quad t>t_0.

Suppose t is fixed and t>t_0. From Equation \ref{eq:8.7.4},

\label{eq:8.7.7} y_h(t)={1\over h}\int_{t_0}^{t_0+h}w(t-\tau)d\tau\quad \text{if} \quad h<t-t_0.

Since

\label{eq:8.7.8} {1\over h}\int_{t_0}^{t_0+h}d\tau=1,

we can write

w(t-t_0)={1\over h}w(t-t_0)\int_{t_0}^{t_0+h}\,d\tau= {1\over h}\int_{t_0}^{t_0+h}w(t-t_0)\,d\tau.\nonumber

From this and Equation \ref{eq:8.7.7},

y_h(t)-w(t-t_0)= {1\over h}\int_{t_0}^{t_0+h}\left(w(t-\tau)-w(t-t_0)\right)\,d\tau.\nonumber

Therefore

\label{eq:8.7.9} |y_h(t)-w(t-t_0)|\le {1\over h}\int_{t_0}^{t_0+h}|w(t-\tau)-w(t-t_0)|\,d\tau.

Now let M_h be the maximum value of |w(t-\tau)-w(t-t_0)| as \tau varies over the interval [t_0,t_0+h]. (Remember that t and t_0 are fixed.) Then Equation \ref{eq:8.7.8} and Equation \ref{eq:8.7.9} imply that

\label{eq:8.7.10} |y_h(t)-w(t-t_0)|\le {1\over h}M_h\int_{t_0}^{t_0+h}\,d\tau=M_h.

But \lim_{h\to0+}M_h=0, since w is continuous. Therefore Equation \ref{eq:8.7.10} implies Equation \ref{eq:8.7.6}. This and Equation \ref{eq:8.7.5} imply Equation \ref{eq:8.7.3}.

Theorem 8.7.1 motivates the next definition.

Definition 8.7.2

If t_0>0, then the solution of the initial value problem

\label{eq:8.7.11} ay''+by'+cy=\delta(t-t_0), \quad y(0)=0,\quad y'(0)=0,

is defined to be

y=u(t-t_0)w(t-t_0),\nonumber

where

w={\cal L}^{-1}\left(1\over as^2+bs+c\right).\nonumber

In physical applications where the input f and the output y of a device are related by the differential equation

ay''+by'+cy=f(t),\nonumber

w is called the impulse response of the device. Note that w is the solution of the initial value problem

\label{eq:8.7.12} aw''+bw'+cw=0, \quad w(0)=0,\quad w'(0)=1/a,

as can be seen by using the Laplace transform to solve this problem. (Verify.) On the other hand, we can solve Equation \ref{eq:8.7.12} by the methods of Section 5.2 and show that w is defined on (-\infty,\infty) by

\label{eq:8.7.13} w={e^{r_2t}-e^{r_1t}\over a(r_2-r_1)},\quad w={1\over a}te^{r_1t}, \quad \text{or} \quad w={1\over a\omega}e^{\lambda t}\sin\omega t,

depending upon whether the polynomial p(r)=ar^2+br+c has distinct real zeros r_1 and r_2, a repeated zero r_1, or complex conjugate zeros \lambda\pm i\omega. (In most physical applications, the zeros of the characteristic polynomial have negative real parts, so \lim_{t\to\infty}w(t)=0.) This means that y=u(t-t_0)w(t-t_0) is defined on (-\infty,\infty) and has the following properties:

y(t)=0,\quad t<t_0,\nonumber

ay''+by'+cy=0\quad \text{on} \quad (-\infty,t_0)\quad \text{and} \quad (t_0,\infty),\nonumber

and

\label{eq:8.7.14} y'_-(t_0)=0, \quad y'_+(t_0)=1/a

(remember that y'_-(t_0) and y'_+(t_0) are derivatives from the right and left, respectively) and y'(t_0) does not exist. Thus, even though we defined y=u(t-t_0)w(t-t_0) to be the solution of Equation \ref{eq:8.7.11}, this function doesn’t satisfy the differential equation in Equation \ref{eq:8.7.11} at t_0, since it isn’t differentiable there; in fact Equation \ref{eq:8.7.14} indicates that an impulse causes a jump discontinuity in velocity. (To see that this is reasonable, think of what happens when you hit a ball with a bat.) This means that the initial value problem Equation \ref{eq:8.7.11} doesn’t make sense if t_0=0, since y'(0) doesn’t exist in this case. However y=u(t)w(t) can be defined to be the solution of the modified initial value problem

ay''+by'+cy=\delta(t), \quad y(0)=0,\quad y'_-(0)=0,\nonumber

where the condition on the derivative at t=0 has been replaced by a condition on the derivative from the left.

Figure 8.7.2 illustrates Theorem 8.7.1 for the case where the impulse response w is the first expression in Equation \ref{eq:8.7.13} and r_1 and r_2 are distinct and both negative. The solid curve in the figure is the graph of w. The dashed curves are solutions of Equation \ref{eq:8.7.1} for various values of h. As h decreases the graph of y_h moves to the left toward the graph of w.

fig080702.svg
Figure 8.7.2 : An illustration of Theorem 8.7.1

Example 8.7.1 :

Find the solution of the initial value problem

\label{eq:8.7.15} y''-2y'+y=\delta(t-t_0), \quad y(0)=0,\quad y'(0)=0,

where t_0>0. Then interpret the solution for the case where t_0=0.

Solution

Here

w={\cal L}^{-1}\left(1\over s^2-2s+1\right)={\cal L}^{-1}\left( 1\over(s-1)^2\right)=te^{-t},\nonumber

so Theorem 8.7.2 yields

y=u(t-t_0)(t-t_0)e^{-(t-t_0)}\nonumber

as the solution of Equation \ref{eq:8.7.15} if t_0>0. If t_0=0, then Equation \ref{eq:8.7.15} doesn’t have a solution; however, y=u(t)te^{-t} (which we would usually write simply as y=te^{-t}) is the solution of the modified initial value problem

y''-2y'+y=\delta(t), \quad y(0)=0,\quad y_-'(0)=0.\nonumber

The graph of y=u(t-t_0)(t-t_0)e^{-(t-t_0)} is shown in Figure 8.7.3

fig080703.svg
Figure 8.7.3 : y=u(t-t_{0})(t-t_{0})e^{-(t-t_{0})}

Definition 8.7.2 and the principle of superposition motivate the next definition.

Definition 8.7.3

Suppose \alpha is a nonzero constant and f is piecewise continuous on [0,\infty). If t_0>0, then the solution of the initial value problem

ay''+by'+cy=f(t)+\alpha\delta(t-t_0), \quad y(0)=k_0,\quad y'(0)=k_1\nonumber

is defined to be

y(t)=\hat y(t)+\alpha u(t-t_0)w(t-t_0),\nonumber

where \hat y is the solution of

ay''+by'+cy=f(t), \quad y(0)=k_0,\quad y'(0)=k_1.\nonumber

This definition also applies if t_0=0, provided that the initial condition y'(0)=k_1 is replaced by y_-'(0)=k_1.

Example 8.7.2

Solve the initial value problem

\label{eq:8.7.16} y''+6y'+5y=3e^{-2t}+2\delta(t-1),\quad y(0)=-3,\quad y'(0)=2.

Solution

We leave it to you to show that the solution of

y''+6y'+5y=3e^{-2t}, \quad y(0)=-3,\; y'(0)=2\nonumber

is

\hat y=-e^{-2t}+{1\over2}e^{-5t}-{5\over2}e^{-t}.\nonumber

Since

\begin{array} {ccccc}{w(t)}&{=}&{\cal{L}^{-1}\left(\frac{1}{s^{2}+6s+5} \right)}&{=}&{\cal{L}^{-1}\left(\frac{1}{(s+1)(s+5)} \right)} \\[4pt] {}&{=}&{\frac{1}{4}\cal{L}^{-1}\left(\frac{1}{s+1}-\frac{1}{s+5} \right) }&{=}&{\frac{e^{-t}-e^{-5t}}{4}} \end{array}\nonumber

the solution of Equation \ref{eq:8.7.16} is

\label{eq:8.7.17} y=-e^{-2t}+{1\over2}e^{-5t}-{5\over2}e^{-t} +u(t-1){e^{-(t-1)}-e^{-5(t-1)}\over2}

(Figure 8.7.4 ).

fig080704.svg
Figure 8.7.4 : Graph of Equation \ref{eq:8.7.17}

Definition 8.7.3 can be extended in the obvious way to cover the case where the forcing function contains more than one impulse.

Example 8.7.3

Solve the initial value problem

\label{eq:8.7.18} y''+y=1+2\delta(t-\pi)-3\delta(t-2\pi), \quad y(0)=-1,\; y'(0)=2.

Solution

We leave it to you to show that

\hat y= 1-2\cos t+2\sin t\nonumber

is the solution of

y''+y=1, \quad y(0)=-1,\quad y'(0)=2.\nonumber

Since

w={\cal L}^{-1}\left(1\over s^2+1\right)=\sin t,\nonumber

the solution of Equation \ref{eq:8.7.18} is

\begin{aligned} y&=1-2\cos t+2\sin t+2u(t-\pi)\sin(t-\pi)-3u(t-2\pi)\sin(t-2\pi)\\[4pt] &=1-2\cos t+2\sin t-2u(t-\pi)\sin t-3u(t-2\pi)\sin t,\end{aligned}\nonumber

or

\label{eq:8.7.19} y=\left\{\begin{array}{cl} 1-2\cos t+2\sin t,&0\le t<\pi,\\[4pt] 1-2\cos t,&\pi\le t<2\pi,\\[4pt] 1-2\cos t-3\sin t,&t\ge 2\pi\end{array}\right.

(Figure 8.7.5 ).

fig080705.svg
Figure 8.7.5 : Graph of Equation \ref{eq:8.7.19}

This page titled 8.7: Constant Coefficient Equations with Impulses is shared under a CC BY-NC-SA 3.0 license and was authored, remixed, and/or curated by William F. Trench via source content that was edited to the style and standards of the LibreTexts platform.

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